Skip to content

Instantly share code, notes, and snippets.

@cpritcha
Created October 9, 2014 20:02
Show Gist options
  • Save cpritcha/044ad7432fb62108d67f to your computer and use it in GitHub Desktop.
Save cpritcha/044ad7432fb62108d67f to your computer and use it in GitHub Desktop.
Peanut Butter Stage 2 only estimation
Ox Console version 7.00 (Linux_64) (C) J.A. Doornik, 1994-2013
This version may be used for academic research and teaching only
Peanut Butter Model Starting
niqlow version 1.00 Copyright (C) 2011-2014 Christopher Ferrall.
Execution of niqlow implies acceptance of its free software License (niqlow/niqlow-license.txt).
Warning: SetUpdateTime: Setting update time to AfterFixed. Transitions and actual values can depend on fixed effect values but not random effects. If they do, results are not reliable.
Warning: CreateSpaces: setting clock type to stationary.
-------------------- DP Model Summary ------------------------
Clock: 0. Infinite Horizon
STATE VARIABLES
|eps |eta |theta -clock |gamma
s11 s21 coupo coupo coupo coupo coupo weeks consu t t' r f
s.N 1 1 2 2 2 2 2 59 64 1 1 1 1
Transition Categories (not counting fixed)
NonRandom Random Coevolving
#Vars 1 5 3
Size of Spaces
N
Exogenous 1
SemiExogenous 1
Endogenous 120832
Times 1
EV()Iterating 120832
Ch.Prob.track 120832
Random Groups 1
Fixed Groups 1
TotalUntrimmed 120832
ACTION VARIABLES (6 distinct actions)
purch
i.N 6
Trimming
N
TotalReachable 120832
Terminal 0
ACTION SETS
alpha A[0]
(0) X
(1) X
(2) X
(3) X
(4) X
(5) X
#States 120832
Key: X = row vector is feasible. - = infeasible
Added to the observed list: weeks_to_go purchase coupon_ctl coupon_jif coupon_peter coupon_skippy coupon_other consumption Observed Finished.
Outcome Summary: PeanutButter
ID purch s11 s21 coupo coupo coupo coupo coupo weeks consu t t' r f
observed 1 1 0 0 1 1 1 1 1 1 1 0 0 0 0
force0 0 0 1 1 0 0 0 0 0 0 0 1 1 1 1
column 0 1 -1 -1 2 3 4 5 6 7 8 -1 -1 -1 -1
sample size mean st.dev. min max
hh_id 1.5571e+05 1.5831e+06 5.0225e+05 1.1001e+06 2.1861e+06
week 1.5571e+05 0.38253 0.99271 0.0000 5.0000
vol 1.5571e+05 0.010198 0.10047 0.0000 1.0000
purch 1.5571e+05 0.17655 0.38129 0.0000 1.0000
wks_to_g 1.5571e+05 0.69106 0.46206 0.0000 1.0000
cons 1.5571e+05 0.31750 0.46550 0.0000 1.0000
cpn_ctl 1.5571e+05 0.11767 0.32222 0.0000 1.0000
cpn_jif 1.5555e+05 13.828 9.6583 0.0000 58.000
cpn_ptr 1.5571e+05 7.3087 6.5043 0.0000 63.000
Source data summary0
. Total Outcomes Loaded: 155714
Warning: bounded parameter q_ctl1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_ctl2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_jif1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_jif2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_peter1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_peter2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_skippy1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_skippy2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_other1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_other2 starting close to midpoint of range, 0.500000000
Warning: Load: File PanelBB.PeanutButterMLE1.optobj not found. Load is doing nothing
Warning: bounded parameter q_ctl1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_ctl2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_jif1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_jif2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_peter1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_peter2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_skippy1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_skippy2 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_other1 starting close to midpoint of range, 0.500000000
Warning: bounded parameter q_other2 starting close to midpoint of range, 0.500000000
Report of Gradient Starting on PeanutButterMLE1
Obj= -.Inf
Free Parameters
index free
alpha0 1 1.00000000000
alpha1 2 1.00000000000
eta0 3 1.00000000000
eta1 4 1.00000000000
gamma0 5 1.00000000000
gamma1 6 1.00000000000
gamma2 7 1.00000000000
gamma3 8 1.00000000000
gamma4 9 1.00000000000
Actual Parameters
Value
delta 0.900000000000
alpha0 2.00000000000
alpha1 5.00000000000
eta0 0.100000000000
eta1 0.200000000000
gamma0 1.00000000000
gamma1 1.00000000000
gamma2 1.00000000000
gamma3 1.00000000000
gamma4 1.00000000000
q_ctl1 0.500000000000
q_ctl2 0.500000000000
q_jif1 0.500000000000
q_jif2 0.500000000000
q_peter1 0.500000000000
q_peter2 0.500000000000
q_skippy1 0.500000000000
q_skippy2 0.500000000000
q_other1 0.500000000000
q_other2 0.500000000000
Runtime error: 'pandv' member function call requires object
Runtime error occurred in GetPstar (54), call trace:
(54): GetPstar
(376): FullLikelihood
(447): FullLikelihood
(508): LogLikelihood
(525): LogLikelihood
(859): EconometricObjective
(555): vfunc
(350): vobj
(291): funclist
(404): Jacobian
(376): Gradient
remaining calls not listed
--- SharcNET Job Epilogue ---
job id: 3565489
exit status: 0
cpu time: 1348s / 3.0h (12 %)
elapsed time: 1352s / 3.0h (12 %)
virtual memory: 2.8G / 3.5G (78 %)
Job completed successfully
WARNING: Job only used 12 % of its requested walltime.
WARNING: Job only used 12 % of its requested cpu time.
WARNING: Job only used 78% of its requested memory.
@cpritcha
Copy link
Author

cpritcha commented Oct 9, 2014

These results are when I estimate the purchase model fixing all the transition probabilities to one-half.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment